Affiliation:
1. Center for Research and Development in Mathematics and Applications (CIDMA), Department of Mathematics, University of Aveiro, 3810-193 Aveiro, Portugal
Abstract
We introduce a new optimal control problem where the controlled dynamical system depends on multi-order (incommensurate) fractional differential equations. The cost functional to be maximized is of Bolza type and depends on incommensurate Caputo fractional-orders derivatives. We establish continuity and differentiability of the state solutions with respect to perturbed trajectories. Then, we state and prove a Pontryagin maximum principle for incommensurate Caputo fractional optimal control problems. Finally, we give an example, illustrating the applicability of our Pontryagin maximum principle.
Funder
Fundação para a Ciência e a Tecnologia
Subject
General Mathematics,Engineering (miscellaneous),Computer Science (miscellaneous)
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